Last Update: 18 Jan 2021 13:15 GMT+0
The Canada 10Y Government Bond has a 0.818% yield.
10 Years vs 2 Years bond spread is 66.3 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 36.60 and implied probability of default is 0.61%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 3.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 27.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 66.3 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA+
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 36.60 | 0.00 % | 0.00 % | +22.82 % | 0.61 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.073% | -1.2 bp | -9.2 bp | ||||||
| 2 months | 0.046% | -4.8 bp | -12.6 bp | ||||||
| 3 months | 0.042% | -6.2 bp | -13.0 bp | ||||||
| 6 months | 0.091% | -6.1 bp | -10.5 bp | ||||||
| 1 year | 0.121% | -7.2 bp | -13.0 bp | 99.88 | +0.07 % | +0.13 % | |||
| 2 years | 0.155% | -8.5 bp | -11.5 bp | 99.69 | +0.17 % | +0.23 % | |||
| 3 years | 0.204% | -9.4 bp | -8.1 bp | 99.39 | +0.28 % | +0.24 % | |||
| 4 years | 0.314% | -4.3 bp | +4.1 bp | 98.75 | +0.17 % | -0.17 % | |||
| 5 years | 0.429% | -2.1 bp | +8.1 bp | 97.88 | +0.10 % | -0.41 % | |||
| 7 years | 0.445% | -2.1 bp | +9.4 bp | 96.94 | +0.14 % | -0.66 % | |||
| 10 years | 0.818% | +6.4 bp | +29.4 bp | 92.18 | -0.63 % | -2.88 % | |||
| 20 years | 1.111% | +9.3 bp | +32.7 bp | 80.17 | -1.82 % | -6.28 % | |||
| 30 years | 1.451% | +14.2 bp | +44.7 bp | 64.91 | -4.12 % | -12.40 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 0.818% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 134.8 bp | +1.8 | +37.2 | ||
| France 10Y | 112.1 bp | +3.2 | +45.5 | ||
| Japan 10Y | 77.3 bp | +2.8 | +26.8 | ||
| Spain 10Y | 73.3 bp | +2.1 | +61.2 | ||
| United Kingdom 10Y | 52.6 bp | +1.3 | +16.9 | ||
| Italy 10Y | 20.5 bp | -1.8 | +91.2 | ||
| Australia 10Y | -21.7 bp | +3.6 | +14.2 | ||
| United States 10Y | -26.9 bp | -7.8 | -17.0 | ||
| China 10Y | -236.8 bp | +19.7 | +15.4 | ||
| India 10Y | -514.0 bp | +6.5 | +14.1 | ||
| Russia 10Y | -532.7 bp | -23.6 | -2.6 | ||
| Brazil 10Y | -665.8 bp | -10.2 | -83.5 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.451% | 64.91 | 89.09 | 137.46 | 185.83 | 234.19 | 282.56 | |
| 20 years | 1.111% | 80.17 | 98.02 | 133.71 | 169.40 | 205.09 | 240.78 | |
| 10 years | 0.818% | 92.18 | 101.74 | 120.87 | 140.00 | 159.13 | 178.26 | |
| 7 years | 0.445% | 96.94 | 103.82 | 117.57 | 131.32 | 145.08 | 158.83 | |
| 5 years | 0.429% | 97.88 | 102.82 | 112.69 | 122.56 | 132.44 | 142.31 | |
| 4 years | 0.314% | 98.75 | 102.72 | 110.66 | 118.60 | 126.54 | 134.47 | |
| 3 years | 0.204% | 99.39 | 102.38 | 108.35 | 114.33 | 120.31 | 126.28 | |
| 2 years | 0.155% | 99.69 | 101.69 | 105.68 | 109.67 | 113.66 | 117.65 | |
| 1 year | 0.121% | 99.88 | 100.88 | 102.88 | 104.87 | 106.87 | 108.87 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||